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Q4989548 - MaRDI portal

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scientific article; zbMATH DE number 7351019
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English
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scientific article; zbMATH DE number 7351019

    Statements

    publication date
    25 May 2021
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    zbMATH Keywords
    Brownian motion
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    Poisson process
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    first-passage time
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    optimal stochastic control
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    integro-differential equation
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    author
    Mario Lefebvre
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    93C15
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    45K05
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    zbMATH DE Number
    7351019
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